It opened in 2004 in an effort to revitalize a previous mall (which opened in the 80s as a revitalization of an older mall). Quite frankly, you can learn more about it from other websites, including wikipedia.
So it doesn't matter that it's in Kentucky and that I've never been there. What matters is that malls are great places for adventure, even malls you've never visited. Malls are all over the United States and some are really neat looking while many are not very cool, holdouts from earlier architectural eras.
But the possibilities of malls are great: from a place to loot during a zombie game to a place to fight in a supers game to places to hang out in a high school teen comedy game, the mall has it all (and a food court for eating that Shawarma after the fight.
While fully operational malls are great for games, let's not forget that some malls are not very successful and spend years languishing in obscurity. A website called DeadMalls.com has many of these malls listed by state with some historical information that may be helpful to your games.
Whether alive or dead, malls are excellent places to explore.